July 7, 2017 / 6:59 AM / a month ago

TABLE-Thomson Reuters reference rates for India gilts

  Jul 7 (Reuters) - The Thomson Reuters benchmark rates for Indian gilts
  at 1215 IST (0645 GMT) Friday follow:
  ------------------   -----   ---------  -----------  ------
  Security Name        Tenor     Price       Yield      Year
                                 Range       Range      to Mat.
  ------------------   -----   ---------  -----------  ------
  05/10/17 (Tbill)       3M   98.52/54   6.310/6.240    0.24
  28/12/17 (Tbill)       6M   97.12/13   6.340/6.310    0.48
  07.83 pct GOI 2018     1Y  101.03/07   6.386/6.331    0.76
  07.28 pct GOI 2019     2Y  101.60/65   6.366/6.338    1.91
  08.27 pct GOI 2020     3Y  104.48/49   6.552/6.549    2.92
  07.80 pct GOI 2021     4Y  103.78/82   6.641/6.629    3.76
  08.08 pct GOI 2022     5Y  105.55/68   6.765/6.735    5.07
  06.84 pct GOI 2022     6Y  100.70/78   6.683/6.666    5.45
  07.68 pct GOI 2023     7Y  104.52/58   6.799/6.788    6.44
  07.72 pct GOI 2025     8Y  104.76/81   6.924/6.916    7.88
  06.97 pct GOI 2026     9Y  101.57/59   6.736/6.733    9.16
  06.79 pct GOI 2027    10Y  101.84/86   6.532/6.529    9.86
  08.60 pct GOI 2028    11Y  111.40/49   7.080/7.068   10.90
  06.79 pct GOI 2029    12Y   99.58/59   6.840/6.839   12.47
  07.61 pct GOI 2030    13Y  105.18/30   6.990/6.976   12.84
  08.97 pct GOI 2030    14Y  115.40/58   7.162/7.143   13.41
  07.95 pct GOI 2032    15Y  107.41/79   7.140/7.100   15.14
  07.40 pct GOI 2035    19Y  102.60/05   7.141/7.097   18.17
  08.83 pct GOI 2041    24Y  117.35/78   7.297/7.264   24.43
  07.06 pct GOI 2046    30Y   99.05/25   7.136/7.120   29.26

  The yield curve based on the above rates is available on
  Thomson Reuters Graphics           .

      For liquid Government of India securities, please double
  click in the brackets            .
      For further details, double click on              and
              .
      (Mumbai Rate Reporting Unit, +91 22 6180-7222/3317 7222, rru.data@thomsonreuters.com)

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